bayesreg_gl | MCMC Sampler for Linear Regression with Global-Local Priors |
btf | MCMC Sampler for Bayesian Trend Filtering |
btf0 | MCMC Sampler for Bayesian Trend Filtering: D = 0 |
btf_bspline | MCMC Sampler for B-spline Bayesian Trend Filtering |
btf_bspline0 | MCMC Sampler for B-spline Bayesian Trend Filtering: D = 0 |
btf_reg | MCMC Sampler for Bayesian Trend Filtering: Regression |
btf_sparse | Run the MCMC for sparse Bayesian trend filtering |
build_Q | Compute the quadratic term in Bayesian trend filtering |
build_XtX | Compute X'X |
computeTimeRemaining | Estimate the remaining time in the MCMC based on previous... |
credBands | Compute Simultaneous Credible Bands |
ergMean | Compute the ergodic (running) mean. |
getARpXmat | Compute the design matrix X for AR(p) model |
getEffSize | Summarize of effective sample size |
getNonZeros | Compute Non-Zeros (Signals) |
initCholReg.spam | Compute initial Cholesky decomposition for TVP Regression |
initChol.spam | Compute initial Cholesky decomposition for Bayesian Trend... |
initDHS | Initialize the evolution error variance parameters |
initEvol0 | Initialize the parameters for the initial state variance |
initEvolParams | Initialize the evolution error variance parameters |
initSV | Initialize the stochastic volatility parameters |
invlogit | Compute the inverse log-odds |
logit | Compute the log-odds |
make.signal | Create the functions |
ncind | Sample components from a discrete mixture of normals |
plot_cp | Plot the series with change points |
plot_fitted | Plot the Bayesian trend filtering fitted values |
post_spec_dsp | Compute the posterior distribution of the spectrum of a... |
rig | Sample from an inverse-Gaussian distribution |
sampleAR1 | Sample the AR(1) coefficient(s) |
sampleBTF | Sampler for first or second order random walk (RW) Gaussian... |
sampleBTF_bspline | Sampler for first or second order random walk (RW) Gaussian... |
sampleBTF_reg | Sampler for first or second order random walk (RW) Gaussian... |
sampleBTF_reg_backfit | (Backfitting) Sampler for first or second order random walk... |
sampleBTF_sparse | Sampler for first or second order random walk (RW) Gaussian... |
sampleDSP | Sample the dynamic shrinkage process parameters |
sampleEvol0 | Sample the parameters for the initial state variance |
sampleEvolParams | Sampler evolution error variance parameters |
sampleFastGaussian | Sample a Gaussian vector using the fast sampler of... |
sampleLogVolMu | Sample the AR(1) unconditional means |
sampleLogVolMu0 | Sample the mean of AR(1) unconditional means |
sampleLogVols | Sample the latent log-volatilities |
sampleSVparams | Sampler for the stochastic volatility parameters |
sampleSVparams0 | Sampler for the stochastic volatility parameters using same... |
simBaS | Compute Simultaneous Band Scores (SimBaS) |
simRegression | Simulate noisy observations from a dynamic regression model |
simRegression0 | Simulate noisy observations from a dynamic regression model |
simUnivariate | Simulate noisy observations from a function |
spec_dsp | Compute the spectrum of an AR(p) model |
tvar | MCMC Sampler for Time-Varying Autoregression |
uni.slice | Univariate Slice Sampler from Neal (2008) |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.